Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-13 0.589756 0.663332 0.746613 0.848727 0.971765 1.116810 1.303133
2024-10-20 0.511470 0.603847 0.716133 0.865316 1.062538 1.320792 1.696190
2024-10-27 0.448549 0.548447 0.676425 0.857262 1.114826 1.483486 2.082771
2024-11-03 0.418398 0.528399 0.676442 0.898530 1.239595 1.776161 2.766311
2024-11-10 0.399299 0.519468 0.688805 0.957900 1.403576 2.178289 3.829449
2024-11-17 0.372182 0.495425 0.675466 0.975183 1.503957 2.507414 4.959204
2024-11-24 0.345070 0.467966 0.652887 0.972986 1.569513 2.795161 6.215695
2024-12-01 0.314037 0.431387 0.611635 0.932401 1.554442 2.911391 7.125297
2024-12-08 0.288021 0.400057 0.575245 0.894700 1.536754 3.017206 8.121617
2024-12-15 0.276385 0.389903 0.571947 0.915725 1.643921 3.470969 10.948101
2024-12-22 0.274463 0.394782 0.593981 0.987534 1.881595 4.407335 17.953168
2024-12-29 0.266792 0.389485 0.597678 1.023925 2.049156 5.258091 27.787176
2025-01-05 0.250138 0.369034 0.574360 1.005758 2.088482 5.759963 38.546324
2025-01-12 0.235660 0.351131 0.553889 0.990603 2.133379 6.339375 56.126661
2025-01-19 0.220455 0.330855 0.527088 0.957609 2.120295 6.684007 76.342797
2025-01-26 0.214380 0.325996 0.528882 0.989518 2.310608 8.209294 178.265014
2025-02-02 0.211241 0.326024 0.540047 1.045690 2.604453 10.830540 894.113286
2025-02-09 0.203718 0.317504 0.533292 1.057018 2.755093 12.920124 9580.459720
2025-02-16 0.195027 0.306213 0.519800 1.049035 2.834530 14.710841 NaN
2025-02-23 0.183424 0.288812 0.492262 1.000437 2.741842 14.833873 NaN
2025-03-02 0.173102 0.273283 0.467585 0.956600 2.657438 14.972811 NaN
2025-03-09 0.169109 0.269435 0.467171 0.978164 2.851790 18.716720 NaN
2025-03-16 0.169667 0.274246 0.485687 1.055936 3.340178 29.299219 NaN